Sword Group GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.39% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0791 | 13.22 | |
| 0.0581 | 25.38 | |
| 0.9210 | 271.76 |
Estimation Period:
Mar 13, 2002 to Feb 13, 2026
Mar 13, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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